-74.1%
OPEN vs MKC
-33.1%
-41.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.7% | -5.9% | -6.5% |
| 7D | -10.5% | -2.8% | -7.7% | -9.9% |
| 30D | -21.8% | -3.4% | -18.4% | -21.2% |
| 3M | -37.5% | +3.8% | -41.3% | -38.3% |
| 6M | -44.1% | -17.9% | -26.2% | -41.4% |
| YTD | -52.0% | -23.6% | -28.4% | -48.7% |
| 1Y | -52.2% | -23.1% | -29.1% | -49.2% |
| 3Y | -25.9% | -31.5% | +5.6% | -20.8% |
| 5Y | -85.1% | -33.1% | -52.0% | -84.0% |
| All | -74.1% | -33.1% | -41.0% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MKC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling